What is a stochastische dynamische systeme?

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In summary, a stochastic dynamical system is a system where the trajectories exhibit complex behavior and are influenced by random elements. This randomness can be directly incorporated into the system or may be a result of incomplete knowledge. A common example is the evolution of financial products, described by Wiener processes and Ito-calculus.
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what is stochastische dynamische systeme ?
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The term "stochastic dynamical system" has a lot of different meanings. Very loosely speaking, stochastic dynamical system is a system that trajectories behave to be very complicated
 
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"Stochastic" means "random"

We can postulate the randomness directly. Alternatively, a deterministic system may appear random to us because we lack sufficiently complete knowledge of it to enable us to predict its behaviour.
 
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A typical example would be the evolution of financiel products like stock prices or derivatives. These are dynamical systems but are described by so-called Wiener processes, which are described by continuous functions which are nowhere differentiable. The resulting differential equations are not the ones you are used to, but are defined via integral equations in the so-called Ito-calculus. See e.g.

https://arxiv.org/abs/cond-mat/0408143
 
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FAQ: What is a stochastische dynamische systeme?

What is a stochastische dynamische systeme?

A stochastische dynamische systeme, also known as a stochastic dynamical system, is a mathematical model that describes the evolution of a system over time based on both deterministic and random factors. It is a combination of dynamical systems theory and probability theory, and is often used to model complex systems in various fields such as physics, biology, economics, and engineering.

How does a stochastische dynamische systeme differ from a deterministic dynamical system?

A deterministic dynamical system follows a fixed set of rules and initial conditions, leading to an exact outcome every time. In contrast, a stochastische dynamische systeme takes into account random factors and therefore has a probabilistic nature, leading to a range of possible outcomes rather than a single one.

What are some applications of stochastische dynamische systeme?

Stochastische dynamische systeme have a wide range of applications, including weather forecasting, stock market prediction, population dynamics, and the spread of diseases. They are also used in the development of artificial intelligence and machine learning algorithms.

How is uncertainty incorporated into a stochastische dynamische systeme?

Uncertainty is incorporated into a stochastische dynamische systeme through the use of probability distributions. These distributions define the likelihood of different outcomes and are updated as the system evolves over time, taking into account new information and random factors.

What are some common techniques used to analyze stochastische dynamische systeme?

Some common techniques used to analyze stochastische dynamische systeme include Monte Carlo simulations, Markov chain models, and stochastic differential equations. These methods help to understand the behavior and predict the future states of the system based on its underlying probabilistic nature.

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